VP Mortgage Pipeline Valuation and Risk Modeling

Description

The Mortgage Pipeline Valuation and Risk Modeling VP will be responsible for advanced administration, development, and strategic enhancement of the QRM-MB platform supporting mortgage pipeline risk management, best execution analytics, hedging, valuation, and secondary marketing decisioning. This role will own the development of highly complex modeling frameworks, abstract analytical concepts, and ad hoc testing scenarios within QRM, with a focus on expanding the system’s capabilities beyond baseline production support. Core responsibilities will include interest rate shock modeling, option-adjusted duration and convexity analytics, best execution modeling, pipeline valuation, fallout modeling review, and the design of advanced analytical processes to support capital markets strategy.

This position will work closely with the existing QRM team, which is primarily responsible for maintaining system integrity, performing routine checks and validations, managi...